EFTA Document EFTA01456590

774 I -7 : 7H Tr -77r . ..77 19,71.:77 -a.""' ,1..2..1....-. 1 ' ip4 i L. I. IF I I I I I I I I I I I I I I I I I I WA M I I LS 04 Feb 2015 Pa 2 Of 2 Deutsche Bank AG SOUTHERN FINANCIAL, LLC Credit • Orissa Swap Trade ID Counterparty Trade Type Ref. Entity Trade Date Eff Date Maturity Date BuySell Not.Amt 1 Not.Ccy1 Not.Arnt 2 Not.Ccy2 Rate Spread MTM(USD) 07970754M SOUTHERN CREDIT BRASOV 11Jan-2015 14-Jan-2015 FINANCIAL LLC OERNAT NE- DEFSWAP XI-Mar-X.20 SELL 10 000 000 00 USD 1000, 003D0 _ICI! I CCCC 71E Subtotal - F% -Options Settlement Trade ID Counterparty Trade Type Trade Date Maturity Date Date Not Ccy Not.Amt 1 1 Not.Amt 2 Not Ccy 2 Long/ Short Option Style Put/ Call Strike Price MTM(USD) 418822243' SCOTHERN ExEurcOol 12-Aug-2014 12-Aug-2015 14-Aug-2015 834462396 FINANCIAL LLC 75.CCO COO W US C , ,....7.,et'(.t)!):)} Clki SHORT ECROREAN t; *ETC Subtotal Commodities - Index Derivatives Trade ID Counterparty Trade Type Trade Date Maturity Date Settlement Date Long/ Short Option Style Put/ Call Ref. Entity Not Amt 1 Not Ccy 1 Strike Pnce MTM(USD) 454197&G SOUTHERN CammcditySnapIth 13.Jan-2015 13-Jai-2015 926017511 FINANCIAL. LLC 15.Jan.2316 SHORT ',..Ti SS_CLUSD USD 25587D9 :RT 35 91 Subtotal Statement ID: 182298_20150203_20150204_1 Total- 171,336.13 The valuation information set forth in this statement Is provided subject to the terms and conditions set forth in the rotes on the cover sheet CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) CONFIDENTIAL DB-SDNY-0115835 PROT1 PROT0